st: RE: Is there a statacommand for a Historical Maximum? & How to cumulate series?

st: RE: Is there a statacommand for a Historical Maximum? & How to cumulate series?

Date

Mon, 26 Sep 2005 07:08:11 -0500

Yes.
1. -egen-
2. -gen-
For example:
sysuse gnp96.dta,clear
count
gen max = .
qui {
forv i = 1/`=r(N)' {
egen temp = max(gnp) in 1/`i'
replace max = temp in `i'
drop temp
}
}
gen cumul_gnp = sum(gnp)
Hope this helps,
Scott
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Bob Rijkers
> Sent: Monday, September 26, 2005 5:32 AM
> To: statalist@hsphsun2.harvard.edu
> Cc: mattia.romani@shell.com
> Subject: st: Is there a statacommand for a Historical Maximum? & How to
> cumulate series?
>
> To Whom It May Concern,
>
> Is there a command in stata that gives the historical maximum of a series?
> (Not the absolute maximum!; i.e. the historical maximum at time T is the
> maximum of the observations from time t=0 up until t=T. Similarly, the
> historical maximum at time t=T+1 is the maximum of all the observations
> from time t=0 up until t=T=1, and so on; the historical maximum thus
> changes over time, whereas the absolute maximum can only take one value.
>
> My second question is more straightforward; is there a command to cumulate
> series in Stata (i.e. to calculate the sum of price increases over time)?
>
> Sincerely,
>
> Bob Rijkers
>
>
> P.S. I am trying to write a do-file to run the Gately price-decomposition
> in Stata. This decomposition decomposes a price-series into a) an initial
> condition, P1, b) the cumulative series of price decreases, Pdecr, c) the
> cumulative series of price-increases that have led to an increase in the
> historical maximum, Pmax d) the cumulative series of price-increases that
> do not lead to an increase in the historical maximum, Pincr:
>
> Pt=P1+Pdecr+Pincr+Pmax
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/